Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15.07.2024 | 0.76% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'219 CHF | 103'002 CHF | 87.97% | 87.97% |
12.07.2024 | 0.75% | 102.40 % | 103.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'241 CHF | 103'011 CHF | 91.11% | 91.11% |
11.07.2024 | 0.75% | 102.10 % | 102.90 % | 100'000 | 100'000 | 100'000 | 100'000 | 102'045 CHF | 102'818 CHF | 95.06% | 95.06% |
10.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'668 CHF | 102'434 CHF | 98.64% | 98.64% |
09.07.2024 | 0.75% | 101.70 % | 102.40 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'833 CHF | 102'599 CHF | 94.64% | 94.64% |
08.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'845 CHF | 102'612 CHF | 97.29% | 97.29% |
05.07.2024 | 0.75% | 101.80 % | 102.60 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'977 CHF | 102'749 CHF | 98.68% | 98.68% |
04.07.2024 | 0.74% | 102.00 % | 102.80 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'812 CHF | 102'571 CHF | 100.00% | 100.00% |
03.07.2024 | 0.76% | 101.60 % | 102.30 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'653 CHF | 102'426 CHF | 98.45% | 98.45% |
02.07.2024 | 0.75% | 101.40 % | 102.20 % | 100'000 | 100'000 | 100'000 | 100'000 | 101'233 CHF | 101'993 CHF | 100.00% | 100.00% |